+153.5%
FDX vs ELV
+268.6%
-115.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +5.2% | +1.0% | +4.2% | +4.9% |
| 30D | +11.3% | +0.4% | +10.9% | +11.1% |
| 3M | -4.1% | +8.4% | -12.5% | -6.5% |
| 6M | +9.6% | +8.4% | +1.2% | +6.4% |
| YTD | +40.9% | +24.4% | +16.5% | +29.9% |
| 1Y | +53.0% | +33.5% | +19.5% | +37.8% |
| 3Y | +74.1% | -2.1% | +76.2% | +67.7% |
| 5Y | +75.1% | +5.8% | +69.3% | +60.0% |
| All | +153.5% | +268.6% | -115.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling